| updatetau {MEclustnet} | R Documentation |
Update the logistic regression parameters in the mixing proportions model.
Description
The Metropolis-Hastings update step for the logistic regression parameters in the mixing proportions model, using a surrogate proposal distribution.
Usage
updatetau(G, x.mix, lambda, Sigmag, Sigmag.inv, K, gammag, tau, counttau,
rho)
Arguments
G |
The number of clusters being fitted. |
x.mix |
A matrix of covariates in the mixing proportions model (including dummy variables for any factor covariates), with a column of 1's appended at the front. |
lambda |
An n x G matrix of mixing proportions. |
Sigmag |
Covariance matrix of the multivariate normal prior for tau. |
Sigmag.inv |
The inverse of Sigmag. |
K |
The cluster membership vector. |
gammag |
Mean vector of the multivariate normal prior for tau. |
tau |
A matrix of logistic regression coefficients, with G rows and number of columns equal to the number of covariates in the mixing proportions model plus 1, for the intercept. |
counttau |
Counter for number of steps for which the proposed tau value was accepted. |
rho |
Scaling factor to be used to adjust the acceptance rate. |
Value
A list:
- tau
The returned version of the tau parameter vector.
- lambda
The returned version of the lambda matrix.
- counttau
The count of the number of acceptances of tau to that point in the MCMC chain.
References
Isobel Claire Gormley and Thomas Brendan Murphy. (2010) A Mixture of Experts Latent Position Cluster Model for Social Network Data. Statistical Methodology, 7 (3), pp.385-405.